An algorithm for the computation of the integral of the state transition matrix

Abstract

An efficient algorithm for the computation of the integral of the state transition matrix over the interval [ <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">0, T_{1}</tex> ] is developed, It is assumed that there exists some <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">T &lt; T_{1}</tex> such that the state transition matrix and the integral of the state transition matrix can be computed as accurately as required over the interval [ <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">0, T</tex> ].